Works matching IS 09492984 AND DT 1998 AND VI 2 AND IP 1
Results: 5
Optional decomposition and Lagrange multipliers.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 1, p. 69
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- Publication type:
- Article
Fast accurate binomial pricing.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 1, p. 3
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- Publication type:
- Article
Arbitrage bounds for the term structure of interest rates.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 1, p. 29
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- Publication type:
- Article
A note on the forward measure.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 1, p. 19
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- Publication type:
- Article
Processes of normal inverse Gaussian type.
- Published in:
- Finance & Stochastics, 1998, v. 2, n. 1, p. 41
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- Publication type:
- Article